+133.5%
QLD vs FITB
+124.9%
+8.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.4% | -11.4% |
| 7D | -18.6% | -1.8% | -16.7% | -17.6% |
| 30D | -28.3% | +4.8% | -33.1% | -30.2% |
| 3M | -20.4% | -6.4% | -14.0% | -17.4% |
| 6M | -14.3% | +7.9% | -22.2% | -18.8% |
| YTD | +2.8% | +17.0% | -14.2% | -8.6% |
| 1Y | -1.2% | +29.9% | -31.1% | -18.3% |
| All | +133.5% | +124.9% | +8.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling